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Goldman Sachs Call 900 SLHN 20.12.../  DE000GQ7FJF7  /

EUWAX
2024-06-21  10:07:05 AM Chg.-0.005 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.011EUR -31.25% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 900.00 CHF 2024-12-20 Call
 

Master data

WKN: GQ7FJF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 900.00 CHF
Maturity: 2024-12-20
Issue date: 2023-10-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 109.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -2.60
Time value: 0.06
Break-even: 947.42
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 0.94
Spread abs.: 0.05
Spread %: 416.67%
Delta: 0.10
Theta: -0.08
Omega: 10.68
Rho: 0.30
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -21.43%
3 Months
  -31.25%
YTD
  -35.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.011
1M High / 1M Low: 0.016 0.007
6M High / 6M Low: 0.021 0.004
High (YTD): 2024-03-13 0.021
Low (YTD): 2024-05-06 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.23%
Volatility 6M:   255.39%
Volatility 1Y:   -
Volatility 3Y:   -